Dow Jones EURO STOXX 50 Index Future September 2017

Trading Metrics calculated at close of trading on 24-Jul-2017

Day Change Summary
	Previous	Current
	21-Jul-2017	24-Jul-2017	Change	Change %	Previous Week
Open	3,491.0	3,450.0	-41.0	-1.2%	3,526.0
High	3,502.0	3,459.0	-43.0	-1.2%	3,531.0
Low	3,429.0	3,425.0	-4.0	-0.1%	3,429.0
Close	3,445.0	3,441.0	-4.0	-0.1%	3,445.0
Range	73.0	34.0	-39.0	-53.4%	102.0
ATR	43.1	42.5	-0.7	-1.5%	0.0
Volume	1,298,100	824,135	-473,965	-36.5%	4,666,128

Daily Pivots for day following 24-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,543.7	3,526.3	3,459.7
R3	3,509.7	3,492.3	3,450.4
R2	3,475.7	3,475.7	3,447.2
R1	3,458.3	3,458.3	3,444.1	3,450.0
PP	3,441.7	3,441.7	3,441.7	3,437.5
S1	3,424.3	3,424.3	3,437.9	3,416.0
S2	3,407.7	3,407.7	3,434.8
S3	3,373.7	3,390.3	3,431.7
S4	3,339.7	3,356.3	3,422.3

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	3,774.3	3,711.7	3,501.1
R3	3,672.3	3,609.7	3,473.1
R2	3,570.3	3,570.3	3,463.7
R1	3,507.7	3,507.7	3,454.4	3,488.0
PP	3,468.3	3,468.3	3,468.3	3,458.5
S1	3,405.7	3,405.7	3,435.7	3,386.0
S2	3,366.3	3,366.3	3,426.3
S3	3,264.3	3,303.7	3,417.0
S4	3,162.3	3,201.7	3,388.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,525.0	3,425.0	100.0	2.9%	47.4	1.4%	16%	False	True	976,092
10	3,534.0	3,425.0	109.0	3.2%	41.2	1.2%	15%	False	True	816,889
20	3,574.0	3,425.0	149.0	4.3%	43.3	1.3%	11%	False	True	841,887
40	3,601.0	3,425.0	176.0	5.1%	38.5	1.1%	9%	False	True	707,385
60	3,634.0	3,425.0	209.0	6.1%	36.5	1.1%	8%	False	True	472,087
80	3,634.0	3,319.0	315.0	9.2%	35.6	1.0%	39%	False	False	354,153
100	3,634.0	3,256.0	378.0	11.0%	33.9	1.0%	49%	False	False	283,800

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,603.5
2.618	3,548.0
1.618	3,514.0
1.000	3,493.0
0.618	3,480.0
HIGH	3,459.0
0.618	3,446.0
0.500	3,442.0
0.382	3,438.0
LOW	3,425.0
0.618	3,404.0
1.000	3,391.0
1.618	3,370.0
2.618	3,336.0
4.250	3,280.5

Fisher Pivots for day following 24-Jul-2017
Pivot	1 day	3 day
R1	3,442.0	3,475.0
PP	3,441.7	3,463.7
S1	3,441.3	3,452.3

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These figures are updated between 7pm and 10pm EST after a trading day.

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